Shu Wu – författare
State-Space Models
Applications in Economics and Finance
1 723 kr
Skickas inom 10-15 vardagar
2 223 kr
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State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. The book includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly-spaced (discrete or continuous) observations. The contributed chapters are divided into four parts. The first part is on Particle Filtering and Parameter Learning in Nonlinear State-Space Models. The second part focuses on the application of Linear State-Space Models in Macroeconomics and Finance. The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. The book will appeal to graduate students and researchers studying state-space modeling in economics, statistics, and mathematics, as well as to finance professionals.
State-Space Models
Applications in Economics and Finance
1 723 kr
Skickas inom 10-15 vardagar
559 kr
Skickas inom 10-15 vardagar
692 kr
Läs direkt efter köp
This book presents two collaborative prediction approaches based on contextual representation and hierarchical representation, and their applications including context-aware recommendation, latent collaborative retrieval and click-through rate prediction. The proposed techniques offer significant improvements over current methods, the key determinants being the incorporated contextual representation and hierarchical representation. To provide a background to the core ideas presented, it offers an overview of contextual modeling and the theory of contextual representation and hierarchical representation, which are constructed for the joint interaction of entities and contextual information.
The book offers a rich blend of theory and practice, making it a valuable resource for students, researchers and practitioners who need to construct systems of information retrieval, data mining and recommendation systems with contextual information.